+17.5%
FLUT vs Z
+25.1%
-7.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +7.7% | -4.2% | +11.9% | +8.3% |
| 3M | -0.7% | -3.7% | +3.0% | -0.4% |
| 6M | -11.2% | -24.5% | +13.4% | -8.0% |
| YTD | -53.4% | -49.3% | -4.1% | -49.4% |
| 1Y | -65.8% | -58.7% | -7.1% | -61.9% |
| 3Y | -44.9% | -34.1% | -10.8% | -42.8% |
| 5Y | -49.7% | -64.5% | +14.9% | -47.8% |
| 10Y | -9.7% | -0.5% | -9.2% | -6.0% |
| All | +17.5% | +25.1% | -7.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling